Well, you'll first be needing the .max file format for that and I don't know if that's even public.

A probably easier way would be to use 3DS format as intermediary.(ie. Export to .3ds from 3DSMAX, then build your editor to import .3ds). 3DS is quite nicelly documented throughout the net ( sourceforge.net/projects/lib3ds/ ) , and you get the side-benefit that most 3D modelling tools can import / export from this.. so you're not only covering 3DSMAX but a bunch of others aswell.

just my 2cents..